CME Canadian Dollar Future June 2022


Trading Metrics calculated at close of trading on 28-Oct-2021
Day Change Summary
Previous Current
27-Oct-2021 28-Oct-2021 Change Change % Previous Week
Open 0.8065 0.8083 0.0018 0.2% 0.8065
High 0.8114 0.8096 -0.0018 -0.2% 0.8113
Low 0.8058 0.8078 0.0021 0.3% 0.8062
Close 0.8088 0.8087 -0.0001 0.0% 0.8079
Range 0.0056 0.0018 -0.0039 -68.8% 0.0051
ATR 0.0037 0.0036 -0.0001 -3.8% 0.0000
Volume 75 39 -36 -48.0% 134
Daily Pivots for day following 28-Oct-2021
Classic Woodie Camarilla DeMark
R4 0.8139 0.8131 0.8097
R3 0.8122 0.8113 0.8092
R2 0.8104 0.8104 0.8090
R1 0.8096 0.8096 0.8089 0.8100
PP 0.8087 0.8087 0.8087 0.8089
S1 0.8078 0.8078 0.8085 0.8083
S2 0.8069 0.8069 0.8084
S3 0.8052 0.8061 0.8082
S4 0.8034 0.8043 0.8077
Weekly Pivots for week ending 22-Oct-2021
Classic Woodie Camarilla DeMark
R4 0.8236 0.8208 0.8107
R3 0.8186 0.8158 0.8093
R2 0.8135 0.8135 0.8088
R1 0.8107 0.8107 0.8084 0.8121
PP 0.8085 0.8085 0.8085 0.8092
S1 0.8057 0.8057 0.8074 0.8071
S2 0.8034 0.8034 0.8070
S3 0.7984 0.8006 0.8065
S4 0.7933 0.7956 0.8051
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8114 0.8058 0.0056 0.7% 0.0026 0.3% 53% False False 40
10 0.8114 0.8058 0.0056 0.7% 0.0023 0.3% 53% False False 81
20 0.8114 0.7848 0.0266 3.3% 0.0023 0.3% 90% False False 49
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8170
2.618 0.8141
1.618 0.8124
1.000 0.8113
0.618 0.8106
HIGH 0.8096
0.618 0.8089
0.500 0.8087
0.382 0.8085
LOW 0.8078
0.618 0.8067
1.000 0.8061
1.618 0.8050
2.618 0.8032
4.250 0.8004
Fisher Pivots for day following 28-Oct-2021
Pivot 1 day 3 day
R1 0.8087 0.8087
PP 0.8087 0.8086
S1 0.8087 0.8086

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols